ETF Screener

Note: Non-subscribers are restricted to screening only the 100 largest ETFs.  Want to backtest the Screener?

The ETFreplay screener is a statistical model that ranks ETFs according to their Relative Strength.  The model has 3-factors: 2 timeframes for returns and 1 timeframe for volatility.  The time period and weight of each factor can be adjusted below.  Click 'Run Model' to update the screener.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  • Through
  • Assets >=
Factor Weights
ETF Screener factor weights chart
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IAU iShares COMEX Gold Trust +19.2% +8.1% 29.4 % 1
GLD SPDR Gold Shares +19.2% +8.1% 29.5 % 2
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +3.5% +1.2% 6.4 % 3
IEF iShares Barclays 7-10 Yr Treasury +3.9% +1.3% 9.0 % 4
BIV Vanguard Barclays Govt-Credit Mix +3.3% +1.1% 8.0 % 5
GOVT iShares Barclays US Treasury (5-6yr) +2.9% +0.9% 6.7 % 6
BNDX Vanguard Total International Bond +1.7% +1.8% 4.0 % 7
BSV Vanguard Short-Term Bond +2.3% +0.8% 3.1 % 8
AGG iShares Core Total US Bond +2.6% +0.8% 8.0 % 9
EFV iShares MSCI EAFE Value Index +11.0% +1.0% 40.3 % 10
IEFA iShares Core MSCI EAFE +6.2% +1.3% 42.3 % 11
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.8% +0.7% 2.3 % 12
BND Vanguard Total Bond Market +2.6% +0.7% 7.7 % 13
SHY iShares 1-3 Year Treasury Bond ETF +1.8% +0.7% 2.0 % 14
MBB iShares Barclays MBS Bond Fund (2yr) +2.9% +0.6% 8.1 % 15
VMBS Vanguard Mortgage-Backed Bonds +2.8% +0.7% 9.7 % 16
VEA Vanguard FTSE Developed Ex North America +5.3% +1.2% 41.1 % 17
SPDW SPDR Portfolio Dev World Ex-US ETF +5.2% +1.1% 40.8 % 18
EFA iShares MSCI EAFE +6.2% +1.1% 42.3 % 19
SCHF Schwab FTSE Developed Market Int'l Equity +5.4% +1.1% 40.9 % 20
IUSB iShares Core Total USD Bond Market +2.4% +0.7% 7.8 % 21
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.0% +0.6% 4.8 % 22
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.9% +0.6% 4.9 % 23
VCIT Vanguard Interm Corp Bond (6-7yr) +2.5% +0.7% 10.0 % 24
JPST JPMorgan Ultra-Short Income ETF +1.3% +0.4% 1.1 % 25
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.4% 0.2 % 26
TLT iShares Barclays Long-Term Treasury +3.0% +0.3% 21.1 % 27
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.0% +0.4% 0.2 % 28
VXUS Vanguard MSCI All Country Ex-US Int'l +4.0% +0.2% 40.0 % 29
LQD iShares iBoxx Invest Grade Bond +2.0% +0.5% 14.2 % 30
VEU Vanguard FTSE All-World ex-US +4.2% +0.1% 40.1 % 31
IXUS iShares Core MSCI Total Int'l Stock +3.9% +0.1% 40.7 % 32
MUB iShares S&P National Muni Bond (2-3yr) -1.4% -0.4% 10.8 % 33
VTEB Vanguard Tax Exempt Bond ETF -1.5% -0.5% 10.8 % 34
VWO Vanguard FTSE Emerging Markets +0.8% -2.6% 39.1 % 35
IEMG iShares Core MSCI Emerging Markets +0.8% -2.4% 39.9 % 36
USMV iShares MSCI USA Minimum Volatility Index +0.2% -2.8% 33.2 % 37
VNQ Vanguard MSCI U.S. REIT -3.1% -3.1% 36.9 % 38
SDY SPDR S&P U.S. Dividend Aristocrats -2.4% -3.9% 33.8 % 39
VT Vanguard FTSE Global All Cap -4.7% -1.8% 45.8 % 40
JEPI JPMorgan Equity Premium Income -5.3% -3.5% 39.6 % 41
DGRO iShares Core Dividend Growth ETF -5.6% -3.9% 39.2 % 42
IBIT iShares Bitcoin Trust ETF -9.1% +9.8% 58.9 % 43
XLV U.S. Health Care Sector SPDR -4.0% -4.8% 32.3 % 44
FBTC Fidelity Wise Origin Bitcoin -9.1% +9.7% 58.5 % 45
DVY iShares DJ Select Dividend Index -4.8% -4.6% 39.8 % 46
VIG Vanguard Dividend Appreciation -6.3% -3.0% 41.7 % 47
GBTC Grayscale Bitcoin Trust ETF -9.4% +9.5% 58.2 % 48
VO Vanguard CRSP U.S. Mid Cap -8.1% -2.8% 46.2 % 49
VYM Vanguard High Dividend Yield Index -6.7% -4.3% 40.4 % 50
VTV Vanguard U.S. LargeCap Value -6.5% -4.7% 39.8 % 51
IWD iShares Russell 1000 Value -6.5% -4.4% 42.4 % 52
XLF U.S. Financial Sector SPDR -5.2% -4.3% 47.9 % 53
XLI U.S. Industrials Sector SPDR -8.3% -2.9% 49.2 % 54
XLC U.S. Communication Services Sector SPDR -5.8% -4.3% 49.0 % 55
RSP S&P 500 Equal Weight -7.7% -4.0% 45.7 % 56
SCHD Schwab U.S. Dow Jones Dividend 100 -7.7% -7.5% 39.8 % 57
QUAL iShares MSCI USA Quality Factor ETF -8.7% -3.1% 47.0 % 58
SPYV SPDR Portfolio S&P 500 Value -6.8% -5.0% 42.9 % 59
VOO Vanguard S&P 500 -9.1% -2.9% 50.2 % 60
IUSV iShares Core U.S. Value -7.1% -5.0% 43.2 % 61
IVE iShares S&P 500 Value Index Fund -6.9% -5.1% 43.3 % 62
VV Vanguard MSCI U.S. Large Cap -9.2% -2.7% 52.0 % 63
IVV iShares Core S&P 500 ETF -9.2% -2.9% 51.2 % 64
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) -9.6% -2.8% 50.6 % 65
SPLG SPDR Portfolio Large Cap -9.2% -2.9% 50.9 % 66
IWB iShares Russell 1000 Index Fund -9.5% -2.9% 51.0 % 67
JEPQ JPMorgan NASDAQ Equity Premium -9.6% -2.6% 53.2 % 68
SPY S&P 500 Index -9.2% -2.9% 54.5 % 69
IWR iShares Russell Midcap Index Fund -9.7% -3.1% 49.7 % 70
SCHB Schwab Dow Jones U.S. Broad Market -9.9% -3.0% 50.3 % 71
IUSG iShares Core U.S. Growth -11.4% -0.8% 58.2 % 72
SPYG SPDR Portfolio S&P 500 Growth -11.3% -0.8% 59.1 % 73
IVW iShares S&P 500 Growth Index Fund -11.3% -0.8% 59.0 % 74
DIA SPDR Dow Jones Industrial Average -9.3% -5.1% 43.5 % 75
ITOT iShares Core S&P Total US Market -9.9% -3.0% 51.6 % 76
VUG Vanguard U.S. LargeCap Growth (VIGRX) -11.1% -1.1% 60.6 % 77
QQQM Invesco NASDAQ 100 ETF (Mini) -10.6% -1.9% 59.9 % 78
VTI Vanguard Total U.S. Stock Market -9.9% -3.0% 53.4 % 79
MGK Vanguard MSCI Mega Cap 300 Growth -11.1% -0.9% 62.5 % 80
DFAC Dimensional US Core Equity 2 ETF -10.6% -4.1% 50.4 % 81
IWF iShares Russell 1000 Growth -12.1% -1.4% 59.9 % 82
VONG Vanguard Russell 1000 Growth ETF -12.1% -1.4% 60.2 % 83
QQQ Nasdaq-100 ETF -10.6% -1.9% 61.1 % 84
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) -12.4% -1.6% 60.0 % 85
XLK U.S. Technology Sector SPDR -12.7% -1.4% 68.9 % 86
XLY U.S. Consumer Discret Sector SPDR -13.9% -2.8% 57.3 % 87
COWZ Pacer US Cash Cows 100 ETF -11.8% -6.4% 46.8 % 88
IYW iShares DJ U.S. Technology Sector -13.5% -1.6% 69.6 % 89
XLE U.S. Energy Sector SPDR -9.1% -11.3% 60.8 % 90
VGT Vanguard MSCI U.S. Technology -14.5% -1.9% 69.4 % 91
VBR Vanguard U.S. SmallCap Value -12.8% -5.2% 50.1 % 92
MDY S&P MidCap 400 SPDRs -13.2% -4.5% 52.5 % 93
IJH iShares Core S&P MidCap 400 Index -13.2% -4.5% 52.2 % 94
IWM iShares Russell 2000 Index Fund -14.9% -5.1% 49.8 % 95
VXF Vanguard Extended Market ETF -14.9% -3.8% 56.7 % 96
SMH Market Vectors Semiconductor ETF -19.0% -2.7% 87.1 % 97
VB Vanguard U.S. Small Cap -14.4% -5.0% 53.2 % 98
VBK Vanguard U.S. Small Cap Growth -16.3% -4.5% 57.4 % 99
IJR iShares Core S&P SmallCap 600 Index -15.9% -6.1% 51.8 % 100
through: Apr 25, 2025
Categories

U.S. Equity
International Equity
Emerging Markets Equity
Commodities
U.S. Treasury Bonds / TIPS
Corporate / Credit Bonds
REITs, Preferreds etc
Currencies
Leveraged / Inverse
Other (Incl. Illiquid)
Notes:

For detailed information on how the ETF screener calculates relative strength see how the screener works

All returns are Total Return, which includes the receipt and reinvestment of any dividends and distributions

Volatility is the annualized standard deviation of daily returns

The full universe of Exchange Traded Funds from which the screener draws will grow over time as new ETFs pass the minimum lookback period required to qualify for the model

Assets data as of: Jan 15, 2025
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